VWAP 5
Table of Contents
Understanding the VWAP Filters
Our VWAP 1, 2, 3, 4 and 5 filters provide the 5 anchored VWAP values in dollars.
The VWAP 1 starts at today’s market open.
The VWAP 2 starts at (is anchored to) the market open from the previous trading day.
The VWAP 3 consider 3 days of data, the VWAP 4 looks at 4 days of data and the VWAP 5 examines a trading week, starting 4 trading days ago.
Filter Info for VWAP 5 [VWAP5]
- description = VWAP 5
- keywords = Single Print
- units = $
- format = p
- toplistable = 1
- parent_code =